create_equicorrelated

<p>Create equicorrelated fixed-X knockoffs.</p>

internal

The knockoff filter is a general procedure for controlling the false discovery rate (FDR)
when performing variable selection.
For more information, see the website below and the accompanying paper: Candes et al.,
"Panning for gold: model-X knockoffs for high-dimensional controlled variable selection",
J. R. Statist. Soc. B (2018) 80, 3, pp. 551-577.

Matteo Sesia

knockoff

The Knockoff Filter for Controlled Variable Selection

Rina Foygel Barber

Emmanuel Candes

Lucas Janson

Evan Patterson

create_equicorrelated function

Create equicorrelated fixed-X knockoffs. — create_equicorrelated

Create equicorrelated fixed-X knockoffs.

create_equicorrelated: Create equicorrelated fixed-X knockoffs.

Description

Usage

Arguments